At this point in time, evidence for the existence of dark matter has accumulated in many ways:

it affects galactic rotation curves

plays a major role in cosmology, and the evolution of structure in the universe

is predicted in copious amounts by gravitational lensing on a wide range of scales

influences the dynamics of galaxy clusters

to name a few.

There are many known candidates for dark matter particles: WIMPs, axions, WISPs, neutrinos, etc (in fact, even bricks, though some other considerations would exclude them).

The question then is:
Why do we expect that only one type of dark matter particles is responsible for phenomenological dark matter?

For example, $\Lambda$CDM cosmology, the standard cosmological model, requires dark matter to be cold (slow, non-relativistic), which is used to constrain the possible properties of dark matter particles. However, this doesn't actually imply, that dark matter is cold for all the astrophysical systems. For example, galactic halos could be made of warm dark matter, and halos of dwarf galaxies could be made of cold dark matter.

One might of course say that one-species model is the simplest one. The counter-argument would be that in reality there well may be many species. This in turn might have profound implications for astrophysical models.

To summarize the question: Is there any good reason, preferably supported by observations, to think that only one species of dark matter is present in all the models currently used?

Couple of things. What are WISPs, and what do you mean by 'bricks'? Also, the word 'cold' in cold dark matter means that at the time dark matter decoupled, it was non-relativistic (slow compared to the speed of light). LCDM predicts very well structures on large scales, it's a mismatching on smaller scales that motivates people to think of things like warm/hot dark matter since warm things have less structure on small scales.
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astromaxOct 25 '13 at 17:49

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I do think this is a good question though. It is quite possible that the dark matter component to the universe is actually more than one type of massive particle, perhaps one that interacts weakly, and one not. Adding forces by which particles can interact through would add additional avenues for the transfer of energy into and out of these components. That dark matter is one 'species' of particle is simply the most natural thing to think of first.
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astromaxOct 25 '13 at 17:53

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@astromax, thanks for your input! WISP, according to wiki, for example, stands for Weakly Interacting Sub-eV Particles such as axions. Bricks is more of a joke. However, if you do have objects, which weight as ordinary bricks do, appropriately spaced, they would dynamically behave more or less exactly as dark matter would (no forces except for gravity). Then, "cold (slow)" implies non-relativistic velocities, though I will add it for clarity.
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Alexey BobrickOct 25 '13 at 18:43

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@astromax, thanks also for pointing out the scales. I actully had in mind that dark matter, which is not cold, the large scale structure would look much more blurred, than it is, and therefore concluded that it is particularly important for small structures that dark matter is cold, and less so for larger structures. Can you comment on where does the discrepancy come from? Otherwise, your ideas look reasonable. I would be more than happy to see them in a bit more elaborated form as an answer.
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Alexey BobrickOct 25 '13 at 18:48

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Hot dark matter would be made from very light, fast moving particles. Such particles could not possibly be gravitationally bound to any structure, but rather would be dispersed all across the universe.

Additionally, there is a clear distinction between both types: there is not such thing as dark matter that is "not too cold but not too hot either" (see footnote as well). Dark matter is either made of particles with less than ~10 eV (hot dark matter, made of light particles, mostly dispersed everywhere) or particles with more than ~2 GeV (heavier, slower particles gravitationally bound to some structure). Both limits are found when imposing the maximum amount in which the candidate particles (neutrinos or something more exotic) can possibly contribute to the actual value of the density parameter due to matter in our expaning Universe.

Thus, either DM appears gravitationally bound (cold DM) or dispersed (hot DM), and both types are clearly distinct (10 ev vs 2 Gev). Observations favour the first case. However, Cold Dark Matter is not the ultimate solution, and still faces some problems.

Regarding the possibility of mixed solutions, many of them have been already ruled out. Microlensing has ruled out the possibility of unseen compact objects (brown dwarfs, stars, stellar black holes) in galactic halos, in our galactic neighbourhood as well as in the extragalactic domain. Ordinary matter (stones, bricks, dust) cannot possibly be, otherwise they would become hot and re-radiate. Any exotic mix of known particles doesn't work.

All we think we know is that DM must be made of some heavy particles yet to be discovered. In order to introduce a more complex model (e.g. different types of particles depending on the structure they appear attached to) one needs a justification (i.e. some predictions that better agree with reality) and nobody has been able to do that yet.

Remark Note that Dark Matter particles, either from the hot or the cold type, cannot possibly "slow down" and clump too much (e.g. forming planets) because they don't interact electromagnetically like ordinary matter, that is why DM is said to be collisionless. Wherever infalling ordinary matter forms any structure (e.g. protostars or accretion disks), a very important part of the process is thermalisation, i.e. the redistribution of energy of the infalling particles by means of numerous collisions. This cannot happen with Dark Matter.

Very nice answer :-). Maybe things concerning what mass the dark matter particles potentially have will be clarified soon ... Though personally I rather expect another null result and that the huge media brimborium made about this LUX dark matter results will rather be misused as an excuse for the US decision makers to cancel some experimental dark matter studies, as a commenter on TRF said ... :-/
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DilatonOct 27 '13 at 11:53

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@Dilaton Hey Dilaton. TRF is a great blog. I had not discovered it until now. I like Lubos's writing style a lot. I see you and Dimension10 are there too.
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Eduardo Guerras ValeraOct 28 '13 at 4:26

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@Dilaton I hadn't discovered Lubos until now. His blog is incredible, wow! I am really having a good time reading his posts. He is ironic and corrosive (I am laughing like hell), and seems very accurate (at least conservative, because most of the stuff is new to me) in his scientific claims. He has a different style from Ron, but it is another "must". I hadn't paid any attention to TRF until you posted that link.
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Eduardo Guerras ValeraOct 28 '13 at 12:19

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@EduardoGuerrasValera yes Lumo rocks :-D! When reading TRF I often almost spit my coffee at my screen, because of his at times immensely funny style of writing, he makes me LOL regularely :-D. And of course learning cool cutting edge physics from him is very precious and valuable to me too!
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DilatonOct 28 '13 at 12:24

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@Dilaton, I have the impression that he is a bit more careful and conservative when stating scientific facts than Ron, and that results in more accuracy. Ron very often dares entering in unknown territory, confident about his knowledge and intelligence, and then he ends doing statements that are his conclusions, fresh and usually amazing, but without much filtering.
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Eduardo Guerras ValeraOct 28 '13 at 12:35

Essentially, the answer is Occam's razor: look for the simplest solution and avoid complicated and contrived solutions, unless observational evidence requires them. Yes, it is possible that two or more types of dark-matter particles exist. But any solution where not one species dominates requires fine-tuning and hence is unfavourable. So, unless there is a theory that would naturally come with a mix of dark-matter particles (with different properties regarding their astrophysical implications, i.e. hot and cold etc), when Occam's razor does not apply, we should expect only one species to dominate.

Well, I think most natural theory actually would predict more than one species. And then, concerning Occam's razor, it also doesn't apply here. Imagine theories "A", "B", "A+B" giving three different predictions and are all viable. Then it is absolutely not justified to exclude "A+B" out of consideration. However, it is a correct point, the more parameters - the more uncertainties and fine-tuning.
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Alexey BobrickDec 29 '13 at 15:54

@AlexeyBobrick Occam's razor says we should not start playing with more than one different DM particle type, unless there is convincing independent evidence or theory to the opposite. Here, a theory is not just a simple model (messing around), but a prediction for the relation between two DM species which naturally emerges from some deeper insight. So, if your "A+B" is a theory in this sense, then Occam's razor doesn't apply. However, AFAIK, no such DM theories with more than one species are currently seriously considered.
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WalterJan 6 '14 at 17:29

Yes, @Walter, "A+B" is a theory in this very sense: as expected as the other two. For why it is exepcted, check for possible extensions of standard model. For why it is not seriously used, check the other given answer.
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Alexey BobrickJan 6 '14 at 20:21

@AlexeyBobrick So, which theory naturally contains two different (one hot, one cold) species of DM particles in roughly equal proportions (so that no either dominates)? The other answer does not explain why such theories are not seriously considered. AFAIK, a mix of particles hot and cold particles cannot currently be ruled out, but Occam's razor is used.
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WalterJan 7 '14 at 12:54

Supersymmetry, for example. The key point, though, is that possible extensions do not contradict each other. As per the other answer: two main microscopically motivated models are hot and cold DM. Observations of large scale structure favour cold DM, cosmology gives limits on both, hence there are no significant amounts of hot component. Plus hot DM does not play much role on small scales. What do you think would be worthy to look at further here?
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Alexey BobrickJan 7 '14 at 14:55